-83.6%
FIG vs FHN
+11.3%
-94.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +2.0% | +1.9% |
| 7D | -14.3% | -0.9% | -13.4% | -14.1% |
| 30D | -13.6% | +2.0% | -15.7% | -13.7% |
| 3M | -23.7% | -6.8% | -16.9% | -23.2% |
| 6M | -5.4% | -0.8% | -4.6% | -4.9% |
| YTD | -49.2% | +0.6% | -49.8% | -49.6% |
| 1Y | -57.4% | +11.5% | -68.9% | -58.3% |
| All | -83.6% | +11.3% | -94.9% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FHN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling